I actually had sex with a "worldly" friend once while I was a JW. We were both drunk and the next thing we knew, we were in bed.
I awoke the next morning so terrified that I had given up my chance at survival in Armageddon that I immediately ran to the Kingdom Hall and told the elders what I had done. Because of the fact that I was "repentant" (actually, I wasn't -- I was just scared out of my wits) and that alcohol was a factor (go figure!), I was only administered private reproof.
This was from the same body of elders who later administered public reproof to me for going to see The Rocky Horror Picture Show in the theater! Private reproof for having gay sex, but public reproof for going to see a comedy movie about transvestite space aliens. Weird punishment structure, these JWs......